| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
16,880 |
16,850 |
-30 |
-0.2% |
16,485 |
| High |
16,945 |
16,945 |
0 |
0.0% |
16,945 |
| Low |
16,785 |
16,820 |
35 |
0.2% |
16,470 |
| Close |
16,825 |
16,885 |
60 |
0.4% |
16,825 |
| Range |
160 |
125 |
-35 |
-21.9% |
475 |
| ATR |
333 |
318 |
-15 |
-4.5% |
0 |
| Volume |
8,771 |
5,320 |
-3,451 |
-39.3% |
38,663 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,258 |
17,197 |
16,954 |
|
| R3 |
17,133 |
17,072 |
16,920 |
|
| R2 |
17,008 |
17,008 |
16,908 |
|
| R1 |
16,947 |
16,947 |
16,897 |
16,978 |
| PP |
16,883 |
16,883 |
16,883 |
16,899 |
| S1 |
16,822 |
16,822 |
16,874 |
16,853 |
| S2 |
16,758 |
16,758 |
16,862 |
|
| S3 |
16,633 |
16,697 |
16,851 |
|
| S4 |
16,508 |
16,572 |
16,816 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,172 |
17,973 |
17,086 |
|
| R3 |
17,697 |
17,498 |
16,956 |
|
| R2 |
17,222 |
17,222 |
16,912 |
|
| R1 |
17,023 |
17,023 |
16,869 |
17,123 |
| PP |
16,747 |
16,747 |
16,747 |
16,796 |
| S1 |
16,548 |
16,548 |
16,782 |
16,648 |
| S2 |
16,272 |
16,272 |
16,738 |
|
| S3 |
15,797 |
16,073 |
16,695 |
|
| S4 |
15,322 |
15,598 |
16,564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,945 |
16,605 |
340 |
2.0% |
185 |
1.1% |
82% |
True |
False |
7,225 |
| 10 |
16,945 |
15,925 |
1,020 |
6.0% |
270 |
1.6% |
94% |
True |
False |
9,864 |
| 20 |
16,990 |
15,925 |
1,065 |
6.3% |
311 |
1.8% |
90% |
False |
False |
13,073 |
| 40 |
16,990 |
14,990 |
2,000 |
11.8% |
388 |
2.3% |
95% |
False |
False |
16,399 |
| 60 |
17,300 |
14,990 |
2,310 |
13.7% |
370 |
2.2% |
82% |
False |
False |
13,605 |
| 80 |
17,830 |
14,990 |
2,840 |
16.8% |
343 |
2.0% |
67% |
False |
False |
10,207 |
| 100 |
17,830 |
14,990 |
2,840 |
16.8% |
295 |
1.7% |
67% |
False |
False |
8,166 |
| 120 |
17,830 |
14,990 |
2,840 |
16.8% |
247 |
1.5% |
67% |
False |
False |
6,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,476 |
|
2.618 |
17,272 |
|
1.618 |
17,147 |
|
1.000 |
17,070 |
|
0.618 |
17,022 |
|
HIGH |
16,945 |
|
0.618 |
16,897 |
|
0.500 |
16,883 |
|
0.382 |
16,868 |
|
LOW |
16,820 |
|
0.618 |
16,743 |
|
1.000 |
16,695 |
|
1.618 |
16,618 |
|
2.618 |
16,493 |
|
4.250 |
16,289 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,884 |
16,848 |
| PP |
16,883 |
16,812 |
| S1 |
16,883 |
16,775 |
|